Re: [R] generating symmetric matrices
At 16:29 30/07/2007, Gregory Gentlemen wrote: Douglas Bates [EMAIL PROTECTED] wrote: On 7/27/07, Gregory Gentlemen wrote: Greetings, I have a seemingly simple task which I have not been able to solve today. I want to construct a symmetric matrix of arbtriray size w/o using loops. The following I thought would do it: p - 6 Rmat - diag(p) dat.cor - rnorm(p*(p-1)/2) Rmat[outer(1:p, 1:p, )] - Rmat[outer(1:p, 1:p, )] - dat.cor However, the problem is that the matrix is filled by column and so the resulting matrix is not symmetric. Could you provide more detail on the properties of the symmetric matrices that you would like to generate? It seems that you are trying to generate correlation matrices. Is that the case? Do you wish the matrices to be a random sample from a specific distribution. If so, what distribution? Yes, my goal is to generate correlation matrices whose entries have been sampled independently from a normal with a specified mean and variance. Would it sufficient to use one of the results of RSiteSearch(random multivariate normal, restrict = functions) or have I completely misunderstood what you want? (I appreciate this is not exactly what you say you want.) Thanks for the help. Greg - [[alternative HTML version deleted]] Michael Dewey http://www.aghmed.fsnet.co.uk __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] generating symmetric matrices
after dat.cor use: Rmat[lower.tri(Rmat)] - dat.cor Rmat - t(Rmat) Rmat[lower.tri(Rmat)] - dat.cor b On Jul 27, 2007, at 11:28 PM, Gregory Gentlemen wrote: Greetings, I have a seemingly simple task which I have not been able to solve today. I want to construct a symmetric matrix of arbtriray size w/o using loops. The following I thought would do it: p - 6 Rmat - diag(p) dat.cor - rnorm(p*(p-1)/2) Rmat[outer(1:p, 1:p, )] - Rmat[outer(1:p, 1:p, )] - dat.cor However, the problem is that the matrix is filled by column and so the resulting matrix is not symmetric. I'd be grateful for any adive and/or solutions. Gregory - [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting- guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] generating symmetric matrices
On 7/27/07, Gregory Gentlemen [EMAIL PROTECTED] wrote: Greetings, I have a seemingly simple task which I have not been able to solve today. I want to construct a symmetric matrix of arbtriray size w/o using loops. The following I thought would do it: p - 6 Rmat - diag(p) dat.cor - rnorm(p*(p-1)/2) Rmat[outer(1:p, 1:p, )] - Rmat[outer(1:p, 1:p, )] - dat.cor However, the problem is that the matrix is filled by column and so the resulting matrix is not symmetric. Could you provide more detail on the properties of the symmetric matrices that you would like to generate? It seems that you are trying to generate correlation matrices. Is that the case? Do you wish the matrices to be a random sample from a specific distribution. If so, what distribution? __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] generating symmetric matrices
Since a symmetric matrix must be square, the following code does it: X-5 MAT-matrix(rnorm(X*X),X,X) MAT-MAT+t(MAT) MAT [,1] [,2] [,3] [,4] [,5] [1,] 0.1084372 -1.7867366 -0.9620313 -1.0925719 -0.5902326 [2,] -1.7867366 -0.0462097 -1.2707656 0.6112664 1.8673785 [3,] -0.9620313 -1.2707656 -0.3248162 1.5458446 0.7641865 [4,] -1.0925719 0.6112664 1.5458446 -0.1621192 -1.1381366 [5,] -0.5902326 1.8673785 0.7641865 -1.1381366 -2.8668220 If you want to rescale it, for example to make a correlation matrix with the diagonal=1, just use cor(): cor(MAT) [,1] [,2][,3] [,4] [,5] [1,] 1. -0.2941807 0.03784626 -0.6431474 -0.5743853 [2,] -0.29418072 1.000 0.65284419 -0.3410521 -0.5921743 [3,] 0.03784626 0.6528442 1. -0.2502129 -0.7101451 [4,] -0.64314741 -0.3410521 -0.25021285 1.000 0.7593021 [5,] -0.57438527 -0.5921743 -0.71014507 0.7593021 1.000 The essential trick is to add matrix to transpose. On Saturday 28 July 2007 04:28:25 Gregory Gentlemen wrote: Greetings, I have a seemingly simple task which I have not been able to solve today. I want to construct a symmetric matrix of arbtriray size w/o using loops. The following I thought would do it: p - 6 Rmat - diag(p) dat.cor - rnorm(p*(p-1)/2) Rmat[outer(1:p, 1:p, )] - Rmat[outer(1:p, 1:p, )] - dat.cor However, the problem is that the matrix is filled by column and so the resulting matrix is not symmetric. I'd be grateful for any adive and/or solutions. Gregory - [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. -- Best wishes John John Logsdon Try to make things as simple Quantex Research Ltd, Manchester UK as possible but not simpler [EMAIL PROTECTED] [EMAIL PROTECTED] +44(0)161 445 4951/G:+44(0)7717758675 www.quantex-research.com __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] generating symmetric matrices
Douglas Bates [EMAIL PROTECTED] wrote: On 7/27/07, Gregory Gentlemen wrote: Greetings, I have a seemingly simple task which I have not been able to solve today. I want to construct a symmetric matrix of arbtriray size w/o using loops. The following I thought would do it: p - 6 Rmat - diag(p) dat.cor - rnorm(p*(p-1)/2) Rmat[outer(1:p, 1:p, )] - Rmat[outer(1:p, 1:p, )] - dat.cor However, the problem is that the matrix is filled by column and so the resulting matrix is not symmetric. Could you provide more detail on the properties of the symmetric matrices that you would like to generate? It seems that you are trying to generate correlation matrices. Is that the case? Do you wish the matrices to be a random sample from a specific distribution. If so, what distribution? Yes, my goal is to generate correlation matrices whose entries have been sampled independently from a normal with a specified mean and variance. Thanks for the help. Greg - [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] generating symmetric matrices
On Fri, 27 Jul 2007, Gregory Gentlemen wrote: Greetings, I have a seemingly simple task which I have not been able to solve today. I want to construct a symmetric matrix of arbtriray size w/o using loops. The following I thought would do it: p - 6 Rmat - diag(p) dat.cor - rnorm(p*(p-1)/2) Rmat[outer(1:p, 1:p, )] - Rmat[outer(1:p, 1:p, )] - dat.cor However, the problem is that the matrix is filled by column and so the resulting matrix is not symmetric. I'd be grateful for any adive and/or solutions. Depends on the order of elements in dat.cor. Either Rmat - diag(p) Rmat[lower.tri(Rmat)] - dat.cor Rmat[upper.tri(Rmat)] - t( Rmat )[upper.tri(Rmat)] or swap 'upper' for 'lower'. Gregory - [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Charles C. Berry(858) 534-2098 Dept of Family/Preventive Medicine E mailto:[EMAIL PROTECTED] UC San Diego http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego 92093-0901 __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] generating symmetric matrices
On 7/30/07, Gregory Gentlemen [EMAIL PROTECTED] wrote: Douglas Bates [EMAIL PROTECTED] wrote: On 7/27/07, Gregory Gentlemen wrote: Greetings, I have a seemingly simple task which I have not been able to solve today. I want to construct a symmetric matrix of arbtriray size w/o using loops. The following I thought would do it: p - 6 Rmat - diag(p) dat.cor - rnorm(p*(p-1)/2) Rmat[outer(1:p, 1:p, )] - Rmat[outer(1:p, 1:p, )] - dat.cor However, the problem is that the matrix is filled by column and so the resulting matrix is not symmetric. Could you provide more detail on the properties of the symmetric matrices that you would like to generate? It seems that you are trying to generate correlation matrices. Is that the case? Do you wish the matrices to be a random sample from a specific distribution. If so, what distribution? Yes, my goal is to generate correlation matrices whose entries have been sampled independently from a normal with a specified mean and variance. I think that will be difficult. For one thing correlations are constrained to be in [-1,1]. Also, when you get into dimensions greater than 2 the set of allowable correlation matrices is constrained with difficult constraints. Maybe you should reconsider what you are trying to do. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] generating symmetric matrices
See ?dist for an object oriented approach that may be better. Directly, you can do something like (see ?row ?col): x - matrix(NA, 10,10) ## Lower triangular : x[row(x) = col(x) ] - rnorm(55) x[row(x) col(x)] - x[row(x) col(x)] ## or you could have saved the random vector and re-used it. Bert Gunter Genentech Nonclinical Statistics -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Gregory Gentlemen Sent: Friday, July 27, 2007 8:28 PM To: r-help@stat.math.ethz.ch Subject: [R] generating symmetric matrices Greetings, I have a seemingly simple task which I have not been able to solve today. I want to construct a symmetric matrix of arbtriray size w/o using loops. The following I thought would do it: p - 6 Rmat - diag(p) dat.cor - rnorm(p*(p-1)/2) Rmat[outer(1:p, 1:p, )] - Rmat[outer(1:p, 1:p, )] - dat.cor However, the problem is that the matrix is filled by column and so the resulting matrix is not symmetric. I'd be grateful for any adive and/or solutions. Gregory - [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] generating symmetric matrices
hello try ?upper.tri # example p - 6 Rmat - diag(p) dat.cor - rnorm(p*(p-1)/2) Rmat[upper.tri(Rmat)]- dat.cor Rmat[lower.tri(Rmat)]- dat.cor Cleber Borges Greetings, I have a seemingly simple task which I have not been able to solve today. I want to construct a symmetric matrix of arbtriray size w/o using loops. The following I thought would do it: p - 6 Rmat - diag(p) dat.cor - rnorm(p*(p-1)/2) Rmat[outer(1:p, 1:p, )] - Rmat[outer(1:p, 1:p, )] - dat.cor However, the problem is that the matrix is filled by column and so the resulting matrix is not symmetric. I'd be grateful for any adive and/or solutions. Gregory ___ Experimente já e veja as novidades. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] generating symmetric matrices
On 28-Jul-07 03:28:25, Gregory Gentlemen wrote: Greetings, I have a seemingly simple task which I have not been able to solve today. I want to construct a symmetric matrix of arbtriray size w/o using loops. The following I thought would do it: p - 6 Rmat - diag(p) dat.cor - rnorm(p*(p-1)/2) Rmat[outer(1:p, 1:p, )] - Rmat[outer(1:p, 1:p, )] - dat.cor However, the problem is that the matrix is filled by column and so the resulting matrix is not symmetric. I'd be grateful for any adive and/or solutions. Gregory Would the fact that A + t(A) is symmetric be useful here? E.g. p - 6 A - matrix(rnorm(p^2),ncol=p) A - (A + t(A))/sqrt(2) diag(A) - rep(1,p) round(A,digits=2) [,1] [,2] [,3] [,4] [,5] [,6] [1,] 1.00 0.53 -0.20 1.27 0.34 0.83 [2,] 0.53 1.00 -0.99 -0.72 0.68 -1.21 [3,] -0.20 -0.99 1.00 -0.62 -0.36 -0.87 [4,] 1.27 -0.72 -0.62 1.00 2.40 0.33 [5,] 0.34 0.68 -0.36 2.40 1.00 0.20 [6,] 0.83 -1.21 -0.87 0.33 0.20 1.00 (Here, because each off-diagonal element of A is the sum of 2 independent N(0,1)s, divided by sqrt(2), the result is also N(0,1)). However, whether this is reallyu seful for you depends on what you want the elements of A to be! Ted. E-Mail: (Ted Harding) [EMAIL PROTECTED] Fax-to-email: +44 (0)870 094 0861 Date: 30-Jul-07 Time: 20:00:55 -- XFMail -- __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] generating symmetric matrices
Gregory Gentlemen gregory_gentlemen at yahoo.ca writes: Greetings, I have a seemingly simple task which I have not been able to solve today. I want to construct a symmetric matrix of arbtriray size w/o using loops. The following I thought would do it: [snip] p - 6 Rmat - diag(p) vals - rnorm(p*(p-1)/2) Rmat[lower.tri(Rmat)] - vals Rmat[upper.tri(Rmat)] - t(Rmat)[upper.tri(Rmat)] appears to work. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
